+93.3%
MSFU vs PFG
+73.5%
+19.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -0.9% |
| 7D | +2.5% | -0.6% | +3.1% | +3.1% |
| 30D | -1.3% | +2.0% | -3.3% | -2.1% |
| 3M | +8.6% | -3.2% | +11.8% | +10.6% |
| 6M | +48.4% | +10.9% | +37.5% | +41.1% |
| YTD | +1.6% | +28.8% | -27.3% | -10.9% |
| 1Y | -5.8% | +39.2% | -44.9% | -20.9% |
| 3Y | +30.9% | +75.0% | -44.1% | -3.6% |
| All | +93.3% | +73.5% | +19.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling